Laplace Approximation

Laplace's method

From Wikipedia, the free encyclopedia

In mathematics, Laplace's method, named after Pierre-Simon Laplace, is a technique used to approximate integrals of the form

where ƒ(x) is some twice-differentiable function, M is a large number, and the integral endpoints aand b could possibly be infinite. This technique was originally presented in Laplace (1774, pp. 366–367).

 

 관련 논문과 발표 자료 

1. accurate approximations for posterior moments and marginal densities.pdf

2. fully exponential laplace approximations to Expectations and Variances of Nonpositive Functions.pdf

3. Laplace’s Method Approximations for Probabilistic Inference in Belief Networks with Continuous Variables.pdf

4. fully exponential laplace approximations using asymptotic modes.pdf

Laplace Approximation.pptx

 정리한 것 SCAN